I would like a framework to be developed where multiple versions of my stragegy can be tested via a .csv file input

Hello,

I am currently manually trading the strategy and I would like a framework where multiple parameters of it can be backtested via tick data suite.

I would not give you the specifics of my strategy, just the framework of the parameters. In the final version of the program I would need the following:

- You read in a .csv file with 13 columns of parameters.

- The first column specifies a date and the others various other parameters of the system

- If you are on the date then you execute a trade (or not) according to the other 12 parameters of the same row

- Otherwise you skip to the next row and wait until you arrive to the next date in the .csv file and so on until you reach the end.

- All trades are closed by the end of the day. At most there are two trades open at any time (if martingale/scaling in option is selected).

- Output the backtest results in a nice format. Output a logfile that shows what the system was doing (can be the same file).

If you are interested in the project, I would need a 30 minute skype conversation to explain the framework and the parameters of the csv file so that we are on the right page.

At the end of the project I would need the sourcecode and a short consultation by you to set up the backtesting on my end. Then also the option for another consultation 7-14 days later if some minor modifications are needed (bugs or unexpected behavior only - no new requirements).

I trade forex, but also US500, US2000, DE30 tickers as well, so the code needs to work with those.

If you can demonstrate experience in such projects (reading in files, tick data suite, stock futures) I am more likely to select you as my developer. I have attached a sample .csv file.

Thank you very much for your time,

Tamas